Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1354487.4649 | -34522.4401 | -1319965.0248 | -4080230.8661 | -7591189.9876 | 3510959.1215 |
Total P&L (%) | -1354.4875 | -34.5224 | -1319.965 | -4080.2309 | -7591.19 | 3510.9591 |
Avg Daily Profit (%) | -0.747 | -0.019 | -0.7279 | 0 | 0 | 0.198 |
Buy And Hold Return (%) | 498.7706 | 498.7706 | 498.7706 | 498.7706 | 498.7706 | 498.7706 |
Max Trade Drawdown | -1490572 | -118257 | -1403065 | -17495866 | -11956702 | -7305165 |
Profit Factor | 0.268 | 0.86 | 0.1769 | 0.848 | 0.4955 | 1.2975 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 52 | 23 | 29 | 37 | 16 | 21 |
Losing Trades | 25 | 16 | 9 | 40 | 23 | 17 |
Profitability (%) | 67.5325 | 58.9744 | 76.3158 | 48.0519 | 41.0256 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.1288 | 0.5983 | 0.0549 | 0.9168 | 0.7123 | 1.0504 |
Largest Winning Trade | 28400 | 22641 | 28400 | 6942631 | 2122898 | 6942631 |
Largest Losing Trade | -641450 | -71028 | -641450 | -8109402 | -8109402 | -4311091 |
Avg Bars in Trades | 132 | 84 | 181 | 132 | 84 | 181 |
Avg Bars in Winners | 64 | 27 | 93 | 143 | 82 | 189 |
Avg Bars in Losers | 274 | 166 | 467 | 122 | 86 | 172 |
Bars Traded | 10209 | 3304 | 6905 | 10209 | 3304 | 6905 |
Profit Streak | 70.3804 | 70.3804 | 95.8804 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623537 | -579035 | -576394 | -627813 | -584247 | 316238 |
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{ "first_band": { "type": "tema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 194, "offset": 155, "scalar": 3 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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